Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

2017

• Hugo Jales & Zhengfei Yu, 2017, "Identification and Estimation Using a Density Discontinuity Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038003.
• Brigham R. Frandsen, 2017, "Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038012.
• Otávio Bartalotti & Quentin Brummet, 2017, "Regression Discontinuity Designs with Clustered Data," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038017.
• Otávio Bartalotti & Gray Calhoun & Yang He, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038018.
• Yong Tan & John Anchor, 2017, "Does competition only impact on insolvency risk? New evidence from the Chinese banking industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 3, pages 332-354, June, DOI: 10.1108/IJMF-06-2016-0115.
• Maryna Tverdostup & Tiiu Paas, 2017, "Gender-specific human capital: identification and quantifying its wage effects," International Journal of Manpower, Emerald Group Publishing Limited, volume 38, issue 6, pages 854-874, September, DOI: 10.1108/IJM-05-2016-0111.
• Guido Bonatti & Enrico Ivaldi & Riccardo Soliani, 2017, "Quality of life in Italian cities: a temporal comparison between before the crisis and after," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 4, pages 560-574, April, DOI: 10.1108/IJSE-10-2014-0214.
• Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017, "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2017-27, Jan.
• Cinthya G. Caamal Olvera, 2017, "Decreasing returns to schooling in Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 32, issue 1, pages 27-63.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2017, "Stable marriage with and without transferable utility: nonparametric testable implications," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 588222, Jul.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017, "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 598907.
• Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017, "Group consumption with caring individuals," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 598911.
• Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017, "Individual welfare analysis for collective households," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 599737, Nov.
• Laurens Cherchye & Bram De Rock & Rachel Griffith & Martin O'Connell & Kate Smith & Frederic Vermeulen, 2017, "A new year, a new you? Heterogeneity and self-control in food purchases," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 603330, Dec.
• Jozef Barunik & Lucie Kraicova, 2017, "Common Cycles in Volatility and Cross Section of Stock Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/19, Aug, revised Aug 2017.
• Frantisek Cech & Jozef Barunik, 2017, "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/20, Sep, revised Sep 2017.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-15, May.
• Sarah Guillou & Tania Treibich, 2017, "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-22, Oct.
• Marcelo OLARREAGA & Stephan SPERLICH & Virginie TRACHSEL, 2017, "Export Promotion: what works?," Working Papers, FERDI, number P184, Feb.
• Marcelo OLARREAGA & Stephan SPERLICH & Virginie TRACHSEL, 2017, "Export Promotion: what works?," Working Papers, FERDI, number P184, Feb.
• Bertanha, Marinho Angelo & Moreira, Marcelo J., 2017, "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 787, Oct.
• Lily Liu, 2017, "Estimating Loss Given Default from CDS under Weak Identification," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-1, May.
• Pablo Guerrón-Quintana & Molin Zhong, 2017, "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-018, Jan, DOI: 10.17016/FEDS.2017.018.
• Filip Zikes, 2017, "Measuring Transaction Costs in the Absence of Timestamps," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-045, Apr, DOI: 10.17016/FEDS.2017.045.
• Thomas R. Cook & Aaron Smalter Hall, 2017, "Macroeconomic Indicator Forecasting with Deep Neural Networks," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 17-11, Sep, DOI: 10.18651/RWP2017-11.
• Markus Bibinger & Christopher J. Neely & Lars Winkelmann, 2017, "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Working Papers, Federal Reserve Bank of St. Louis, number 2017-12, Apr, DOI: 10.20955/wp.2017.012.
• Frölich, Markus & Huber, Martin, 2017, "Including covariates in the regression discontinuity design," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 489, Nov.
• Marta Pascual-Sáez & David Cantarero-Prieto & Jose R. Pires-Manso, 2017, "Gross inland energy consumption inequality in Europe: An empirical approach," Working Papers. Collection B: Regional and sectoral economics, Universidade de Vigo, GEN - Governance and Economics research Network, number 1704, Oct.
• Andreas Chai & Christian Kiedaisch & Nicholas Rohde, 2017, "The saturation of spending diversity and the truth about Mr Brown and Mrs Jones," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201701, Jan.
• Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print, HAL, number hal-01590010, Jun, DOI: 10.1017/S0266466616000128.
• Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2017, "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Post-Print, HAL, number hal-01612488, Aug.
• Arnaud Lefranc & Alain Trannoy, 2017, "Equality of opportunity, moral hazard and the timing of luck," Post-Print, HAL, number hal-01648187, Dec, DOI: 10.1007/s00355-017-1054-8.
• Kassoum Ayouba & Jean-Philippe Boussemart & Stephane Vigeant, 2017, "The impact of single farm payments on technical inefficiency of French crop farms," Post-Print, HAL, number hal-01680258, DOI: 10.1007/s41130-017-0049-2.
• Zouhair Aït Benhamou, 2018, "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," Post-Print, HAL, number hal-01699534.
• Nicolas Gavoille & Marijn Verschelde, 2017, "Electoral competition and political selection: An analysis of the activity of French deputies, 1958–2012," Post-Print, HAL, number hal-01745350, Feb, DOI: 10.1016/j.euroecorev.2016.12.003.
• Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017, "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print, HAL, number hal-03264006, Dec, DOI: 10.1016/j.jeconom.2017.08.006.
• Sandrine Kablan & Zied Ftiti & Khaled Guesmi, 2017, "Commodity price cycles and financial pressures in African commodities exporters
  [Cycles de prix des matières premières et tensions financières dans les pays exportateurs de matières premières]," Post-Print, HAL, number hal-04281443, Mar, DOI: 10.1016/j.ememar.2016.05.005.
• Mohammad Movahedi & Kiumars Shahbazi & Olivier Gaussens, 2017, "Innovation and willingness to export: is there an effect of conscious self-selection?," Post-Print, HAL, number halshs-02457390, Dec, DOI: 10.5018/economics-ejournal.ja.2017-.
• Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017, "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po Economics Publications (main), HAL, number hal-03264006, Dec, DOI: 10.1016/j.jeconom.2017.08.006.
• Muller, Paul & van der Klaauw, Bas & Heyma, Arjan, 2017, "Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance," Working Papers in Economics, University of Gothenburg, Department of Economics, number 691, Feb.
• Waernbaum, Ingeborg & Pazzagli, Laura, 2017, "Model misspecification and bias for inverse probability weighting and doubly robust estimators," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2017:23, Dec.
• Heufer, Jan & Hjertstrand, Per, 2017, "Homothetic Preferences Revealed," Working Paper Series, Research Institute of Industrial Economics, number 1187, Nov.
• Dahl, Christian M. & Huber, Martin & Mellace, Giovanni, 2017, "It's never too LATE: A new look at local average treatment effects with or without defiers," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2017, Feb.
• YANAGI, Takahide & 柳, 貴英, 2017, "Inference on Local Average Treatment Effects for Misclassified Treatment," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-02, Feb.
• McMillen, Daniel & Shimizu, Chihiro, 2017, "Decompositions of Spatially Varying Quantile Distribution Estimates: The Rise and Fall of Tokyo House Prices," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 74, Dec.
• Michela Tincani, 2017, "Heterogeneous Peer Effects and Rank Concerns: Theory and Evidence," Working Papers, Human Capital and Economic Opportunity Working Group, number 2017-006, Jan.
• Jose Manuel Osorio Atondo & Luis Huesca Reynoso & Jesus Maria Martin Teran Gastelum, 2017, "Tax Regime Incorporation And Its Incidence On The Income Tax In Mexico, El Regimen De Incorporacion Fiscal Y Su Incidencia En El Impuesto Sobre La Renta En Mexico," Revista Global de Negocios, The Institute for Business and Finance Research, volume 5, issue 2, pages 1-16.
• Maciej Lis, 2017, "Productivity based selection to retirement: Evidence from EU-SILC," IBS Working Papers, Instytut Badan Strukturalnych, number 02/2017, Mar.
• Benito Muela, Sonia & López Martín, Carmen & Arguedas Sanz, Raquel, 2017, "An Application Of Extreme Value Theory In Estimating Liquidity Risk," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 23, issue 3, pages 157-164.
• Rafael González-Val, 2017, "City size distribution and space," Working Papers, Institut d'Economia de Barcelona (IEB), number 2017/18.
• Hidehiko Ichimura & Whitney K. Newey, 2017, "The influence function of semiparametric estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/17, Jan.
• Xiaohong Chen & Timothy M. Christensen, 2017, "Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/17, Feb.
• Federico A. Bugni & Joel L. Horowitz, 2017, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/17, Apr.
• Andrew Chesher, 2017, "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/17, May.
• Matthew Masten & Alexandre Poirier, 2017, "Inference on breakdown frontiers," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/17, May.
• Ivan A. Canay & Vishal Kamat, 2017, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/17, May.
• Toru Kitagawa & Aleksey Tetenov, 2017, "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/17, May.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/17, May.
• Irene Botosaru & Chris Muris, 2017, "Binarization for panel models with fixed effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/17, Jun.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/17, Aug.
• Soren Blomquist & Whitney K. Newey, 2017, "The bunching estimator cannot identify the taxable income elasticity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/17, Oct.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/17, Nov.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP51/17, Nov.
• Jorg Stoye & Yuichi Kitamura, 2017, "Nonparametric analysis of random utility models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP56/17, Dec.
• Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017, "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-12, Jul.
• Thomas Kneib & Nikolaus Umlauf, 2017, "A Primer on Bayesian Distributional Regression," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-13, Jul.
• Juan Carlos Escanciano & Javier Hualde, 2017, "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-017, Dec.
• Tommaso Agasisti & Ralph Hippe & Giuseppe Munda, 2017, "Efficiency of investment in compulsory education: empirical analyses in Europe," JRC Research Reports, Joint Research Centre, number JRC106678, Apr.
• Tommaso Agasisti & Giuseppe Munda, 2017, "Efficiency of investment in compulsory education: An Overview of Methodological Approaches," JRC Research Reports, Joint Research Centre, number JRC106681, May.
• COSAERT Sam, 2017, "What types are there?," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2017-01, Jan.
• NAGORE GARCIA Amparo, 2017, "Gender Differences in Unemployment Dynamics and Initial Wages over the Business Cycle," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2017-06, Apr.
• Bartalotti, Otávio & Calhoun, Gray & He, Yang, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001003, Jan.
• Bartalotti, Otávio & Brummet, Quentin, 2017, "Regression Discontinuity Designs with Clustered Data," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001669, Jan.
• Ferreira, Francisco H. G. & Firpo, Sergio & Galvao, Antonio F., 2017, "Estimation and Inference for Actual and Counterfactual Growth Incidence Curves," IZA Discussion Papers, IZA Network @ LISER, number 10473, Jan.
• Muller, Paul & van der Klaauw, Bas & Heyma, Arjan, 2017, "Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance," IZA Discussion Papers, IZA Network @ LISER, number 10531, Jan.
• Lefranc, Arnaud & Trannoy, Alain, 2017, "Equality of Opportunity, Moral Hazard and the Timing of Luck," IZA Discussion Papers, IZA Network @ LISER, number 10645, Mar.
• Ga?ecka-Burdziak, Ewa & Góra, Marek, 2017, "How Do Unemployed Workers Behave Prior to Retirement? A Multi-State Multiple-Spell Approach," IZA Discussion Papers, IZA Network @ LISER, number 10680, Mar.
• Dasgupta, Utteeyo & Mani, Subha & Sharma, Smriti & Singhal, Saurabh, 2017, "Cognitive, Socioemotional and Behavioral Returns to College Quality," IZA Discussion Papers, IZA Network @ LISER, number 10701, Apr.
• Henderson, Daniel J. & Houtenville, Andrew & Wang, Le, 2017, "The Distribution of Returns to Education for People with Disabilities," IZA Discussion Papers, IZA Network @ LISER, number 10747, Apr.
• Biewen, Martin & Seckler, Matthias, 2017, "Changes in the German Wage Structure: Unions, Internationalization, Tasks, Firms, and Worker Characteristics," IZA Discussion Papers, IZA Network @ LISER, number 10763, May.
• Davezies, Laurent & Le Barbanchon, Thomas, 2017, "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," IZA Discussion Papers, IZA Network @ LISER, number 10801, May.
• de la Rica, Sara & Gorjón, Lucía, 2017, "Assessing the Impact of a Minimum Income Scheme in the Basque Country," IZA Discussion Papers, IZA Network @ LISER, number 10867, Jun.
• Bellmann, Lutz & Caliendo, Marco & Tübbicke, Stefan, 2017, "The Post-Reform Effectiveness of the New German Start-Up Subsidy for the Unemployed," IZA Discussion Papers, IZA Network @ LISER, number 11055, Sep.
• Frölich, Markus & Huber, Martin, 2017, "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers, IZA Network @ LISER, number 11138, Nov.
• Cherchye, Laurens & De Rock, Bram & Griffith, Rachel & O’Connell, Martin & Smith, Kate & Vermeulen, Frederic, 2017, "A New Year, a New You? Heterogeneity and Self-Control in Food Purchases," IZA Discussion Papers, IZA Network @ LISER, number 11205, Dec.
• Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017, "External imbalances and growth," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/02.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2017, "Evaluating local government performance in times of crisis," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/05.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina, 2017, "Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/06.
• José A. Álvarez-Jareño & Elena Badal-Valero & José Manuel Pavía, 2017, "Using machine learning for financial fraud detection in the accounts of companies investigated for money laundering," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/07.
• Ruohan Wu, 2017, "Export and gender difference in production contribution: A joint and non-linear analysis using panel and firm-level data," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 285-302, October-D.
• Hashiguchi, Yoshihiro & Yamano, Norihiko & Webb, Colin, 2017, "Economic shocks and changes in global production structure : methods for measuring economic resilience," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 649, Mar.
• Hu, Yingyao, 2017, "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics
  [The Econometrics of Unobservables]," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 64578, revised 2021.
• Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2017, "npbr: A Package for Nonparametric Boundary Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 79, issue i09, DOI: http://hdl.handle.net/10.18637/jss..
• Žaklina Stojanović & Radmila Dragutinović-Mitrović & Martine Zaouche-Laniau, 2017, "Products with nutrition and health claims in the Western Balkans: labelling behaviour, regulation and policy implications," European Journal of Law and Economics, Springer, volume 43, issue 1, pages 107-123, February, DOI: 10.1007/s10657-013-9386-z.
• Jean-Paul Chavas & Salvatore Falco, 2017, "Resilience, Weather and Dynamic Adjustments in Agroecosystems: The Case of Wheat Yield in England," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 2, pages 297-320, June, DOI: 10.1007/s10640-015-9987-9.
• Jens J. Krüger, 2017, "Revisiting the world technology frontier: a directional distance function approach," Journal of Economic Growth, Springer, volume 22, issue 1, pages 67-95, March, DOI: 10.1007/s10887-016-9136-5.

2016

• Kourtellos, Andros & Marr, Christa & Tan, Chih Ming, 2016, "Robust determinants of intergenerational mobility in the land of opportunity," European Economic Review, Elsevier, volume 81, issue C, pages 132-147, DOI: 10.1016/j.euroecorev.2015.07.008.
• Gautier, Pieter A. & Moraga-González, José L. & Wolthoff, Ronald P., 2016, "Search costs and efficiency: Do unemployed workers search enough?," European Economic Review, Elsevier, volume 84, issue C, pages 123-139, DOI: 10.1016/j.euroecorev.2015.04.001.
• Caliendo, Marco & Künn, Steffen & Weißenberger, Martin, 2016, "Personality traits and the evaluation of start-up subsidies," European Economic Review, Elsevier, volume 86, issue C, pages 87-108, DOI: 10.1016/j.euroecorev.2015.11.008.
• Caliendo, Marco & Gehrsitz, Markus, 2016, "Obesity and the labor market: A fresh look at the weight penalty," Economics & Human Biology, Elsevier, volume 23, issue C, pages 209-225, DOI: 10.1016/j.ehb.2016.09.004.
• Deng, Kaihua, 2016, "A test of asymmetric comovement for state-dependent stock returns," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 68-85, DOI: 10.1016/j.jempfin.2016.01.009.
• Kim, Kun Ho & Kim, Taejin, 2016, "Capital asset pricing model: A time-varying volatility approach," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 268-281, DOI: 10.1016/j.jempfin.2016.01.014.
• Fernandes, Marcelo & Mergulhão, João, 2016, "Anticipatory effects in the FTSE 100 index revisions," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 79-90, DOI: 10.1016/j.jempfin.2016.02.009.
• Maheu, John M. & Yang, Qiao, 2016, "An infinite hidden Markov model for short-term interest rates," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 202-220, DOI: 10.1016/j.jempfin.2016.06.006.
• Pape, Katharina & Wied, Dominik & Galeano, Pedro, 2016, "Monitoring multivariate variance changes," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 54-68, DOI: 10.1016/j.jempfin.2016.08.007.
• Shalini, Velappan & Prasanna, Krishna, 2016, "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, volume 53, issue C, pages 40-57, DOI: 10.1016/j.eneco.2015.02.011.
• López Cabrera, Brenda & Schulz, Franziska, 2016, "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.eneco.2015.11.018.
• Qu, Hui & Chen, Wei & Niu, Mengyi & Li, Xindan, 2016, "Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models," Energy Economics, Elsevier, volume 54, issue C, pages 68-76, DOI: 10.1016/j.eneco.2015.12.001.
• Alvarez, Jorge & Valencia, Fabian, 2016, "Made in Mexico: Energy reform and manufacturing growth," Energy Economics, Elsevier, volume 55, issue C, pages 253-265, DOI: 10.1016/j.eneco.2016.01.016.
• Da Fonseca, José & Ignatieva, Katja & Ziveyi, Jonathan, 2016, "Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market," Energy Economics, Elsevier, volume 56, issue C, pages 215-228, DOI: 10.1016/j.eneco.2016.03.022.
• Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016, "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, volume 56, issue C, pages 239-246, DOI: 10.1016/j.eneco.2016.02.001.
• Seifert, Stefan & Cullmann, Astrid & von Hirschhausen, Christian, 2016, "Technical efficiency and CO2 reduction potentials — An analysis of the German electricity and heat generating sector," Energy Economics, Elsevier, volume 56, issue C, pages 9-19, DOI: 10.1016/j.eneco.2016.02.020.
• Nowotarski, Jakub & Weron, Rafał, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, volume 57, issue C, pages 228-235, DOI: 10.1016/j.eneco.2016.05.009.
• Ciarreta, Aitor & Zarraga, Ainhoa, 2016, "Modeling realized volatility on the Spanish intra-day electricity market," Energy Economics, Elsevier, volume 58, issue C, pages 152-163, DOI: 10.1016/j.eneco.2016.06.015.
• Li, Daye & Nishimura, Yusaku & Men, Ming, 2016, "Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX," Energy Economics, Elsevier, volume 59, issue C, pages 167-178, DOI: 10.1016/j.eneco.2016.08.006.
• Ftiti, Zied & Kablan, Sandrine & Guesmi, Khaled, 2016, "What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries," Energy Economics, Elsevier, volume 60, issue C, pages 313-324, DOI: 10.1016/j.eneco.2016.10.011.
• Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016, "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 115-127, DOI: 10.1016/j.irfa.2015.11.005.
• Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016, "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 266-280, DOI: 10.1016/j.irfa.2015.08.011.
• Fong, Wai Mun, 2016, "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, volume 17, issue C, pages 7-9, DOI: 10.1016/j.frl.2015.10.026.
• Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016, "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, volume 19, issue C, pages 255-260, DOI: 10.1016/j.frl.2016.08.010.
• Ardila, Diego & Sornette, Didier, 2016, "Dating the financial cycle with uncertainty estimates: a wavelet proposition," Finance Research Letters, Elsevier, volume 19, issue C, pages 298-304, DOI: 10.1016/j.frl.2016.09.004.
• Degiannakis, Stavros & Floros, Christos, 2016, "Intra-day realized volatility for European and USA stock indices," Global Finance Journal, Elsevier, volume 29, issue C, pages 24-41, DOI: 10.1016/j.gfj.2015.05.002.
• Azar Dufrechou, Paola, 2016, "The efficiency of public education spending in Latin America: A comparison to high-income countries," International Journal of Educational Development, Elsevier, volume 49, issue C, pages 188-203, DOI: 10.1016/j.ijedudev.2016.03.005.
• Ramzi, Sourour & Afonso, António & Ayadi, Mohamed, 2016, "Assessment of efficiency in basic and secondary education in Tunisia: A regional analysis," International Journal of Educational Development, Elsevier, volume 51, issue C, pages 62-76, DOI: 10.1016/j.ijedudev.2016.08.003.
• Sanders, Lisanne & Melenberg, Bertrand, 2016, "Estimating the joint survival probabilities of married individuals," Insurance: Mathematics and Economics, Elsevier, volume 67, issue C, pages 88-106, DOI: 10.1016/j.insmatheco.2015.12.006.
• Guo, Xu & Li, Jingyuan, 2016, "Confidence band for expectation dependence with applications," Insurance: Mathematics and Economics, Elsevier, volume 68, issue C, pages 141-149, DOI: 10.1016/j.insmatheco.2015.09.012.
• Tursunalieva, Ainura & Silvapulle, Param, 2016, "Nonparametric estimation of operational value-at-risk (OpVaR)," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 194-201, DOI: 10.1016/j.insmatheco.2016.05.010.
• Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016, "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 82-96, DOI: 10.1016/j.insmatheco.2016.04.007.
• Brahimi, Brahim & Abdelli, Jihane, 2016, "Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 135-143, DOI: 10.1016/j.insmatheco.2016.06.005.
• Guo, Xu & Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016, "Preserving the Rothschild–Stiglitz type of increasing risk with background risk," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 144-149, DOI: 10.1016/j.insmatheco.2016.06.008.
• Ling, Chengxiu & Peng, Zuoxiang, 2016, "Tail asymptotics of generalized deflated risks with insurance applications," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 220-231, DOI: 10.1016/j.insmatheco.2016.09.012.
• Tanha, Hassan & Dempsey, Michael, 2016, "The evolving dynamics of the Australian SPI 200 implied volatility surface," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 44-57, DOI: 10.1016/j.intfin.2016.03.006.
• Xu, Wenming, 2016, "Reforming private securities litigation in China: The stock market has already cast its vote," International Review of Law and Economics, Elsevier, volume 45, issue C, pages 23-32, DOI: 10.1016/j.irle.2015.11.002.
• Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016, "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 52-70, DOI: 10.1016/j.jbankfin.2015.11.007.
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• Goldring, Thomas & Lange, Fabian & Richards-Shubik, Seth, 2016, "Testing for changes in the SES-mortality gradient when the distribution of education changes too," Journal of Health Economics, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.jhealeco.2015.12.002.
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• Felfe, Christina & Lechner, Michael & Thiemann, Petra, 2016, "After-school care and parents' labor supply," Labour Economics, Elsevier, volume 42, issue C, pages 64-75, DOI: 10.1016/j.labeco.2016.06.009.
• Trevisan, Elisabetta & Zantomio, Francesca, 2016, "The impact of acute health shocks on the labour supply of older workers: Evidence from sixteen European countries," Labour Economics, Elsevier, volume 43, issue C, pages 171-185, DOI: 10.1016/j.labeco.2016.04.002.
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• Beck, Mathias & Lopes-Bento, Cindy & Schenker-Wicki, Andrea, 2016, "Radical or incremental: Where does R&D policy hit?," Research Policy, Elsevier, volume 45, issue 4, pages 869-883, DOI: 10.1016/j.respol.2016.01.010.
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• Abankina, Irina & Aleskerov, Fuad & Belousova, Veronika & Gokhberg, Leonid & Kiselgof, Sofya & Petrushchenko, Vsevolod & Shvydun, Sergey & Zinkovsky, Kirill, 2016, "From equality to diversity: Classifying Russian universities in a performance oriented system," Technological Forecasting and Social Change, Elsevier, volume 103, issue C, pages 228-239, DOI: 10.1016/j.techfore.2015.10.007.
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• An Yonghong & Hsiao Cheng & Li Dong, 2016, "Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036011.
• Liangjun Su & Yonghui Zhang, 2016, "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036014.
• Yangin Fan & Emmanuel Guerre, 2016, "Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036023.
• Daniel J. Henderson & Christopher F. Parmeter, 2016, "Model Averaging Over Nonparametric Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036024.
• Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2016, "Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036025.
• Kairat Mynbaev & Carlos Martins-Filho & Aziza Aipenova, 2016, "A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036026.
• Jeffrey S. Racine, 2016, "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036027.
• Yu Yvette Zhang & Ximing Wu & Qi Li, 2016, "A Simple Consistent Nonparametric Estimator of the Lorenz Curve," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036028.
• Jacob Dearmon & Tony E. Smith, 2016, "Local Marginal Analysis of Spatial Data: A Gaussian Process Regression Approach with Bayesian Model and Kernel Averaging," Advances in Econometrics, Emerald Group Publishing Limited, "Spatial Econometrics: Qualitative and Limited Dependent Variables", DOI: 10.1108/S0731-905320160000037018.
• Chunyan Yu, 2016, "Airline Productivity and Efficiency: Concept, Measurement, and Applications," Advances in Airline Economics, Emerald Group Publishing Limited, "Airline Efficiency", DOI: 10.1108/S2212-160920160000005002.
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